rlppinv: Linear Programming via Regularized Least Squares
The Linear Programming via Regularized Least Squares (LPPinv) is a
two-stage estimation method that reformulates linear programs as
structured least-squares problems. Based on the Convex Least
Squares Programming (CLSP) framework, LPPinv solves linear
inequality, equality, and bound constraints by (1) constructing a
canonical constraint system and computing a pseudoinverse
projection, followed by (2) a convex-programming correction stage
to refine the solution under additional regularization (e.g.,
Lasso, Ridge, or Elastic Net). LPPinv is intended for
underdetermined and ill-posed linear problems, for which standard
solvers fail.
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